yield_curve
g_spread
fixed-income
par-curve
interpolation
monotone-cubic-hermite
fritsch-carlson
benchmark-spread
tvm-primitive
mcp:build_yield_curve_gspread

Yield Curve & G-Spread

Builds a par yield curve from caller-supplied benchmark points (at least 2, strictly increasing tenors; no live data) under a named, versioned interpolation, linear (linear@1) or monotone cubic Hermite with Fritsch-Carlson 1980 tangents (monotone_cubic_hermite@1), and reports the G-spread of a bond against that curve: the interpolated benchmark yield at the bond’s maturity and (bond yield minus benchmark yield) x 100 in basis points. A bond maturity outside the benchmark tenor range is refused naming the range, never extrapolated. Every assumption is named in plain sentences in the output.

Tool URL: https://ainumbers.co/chaingraph/art-706-yield-curve-gspread.html AP2/Policy Mandate export: yes

post/v1/tools/build_yield_curve_gspread

Request

  • Base URL: https://ainumbers.co
  • URL: https://ainumbers.co/v1/tools/build_yield_curve_gspread
  • Auth: none declared

Request body

benchmark_namestring required

Non-empty string naming the caller-supplied benchmark, echoed into the output curve.

interpolation'linear' | 'monotone_cubic_hermite'

Named interpolation: 'linear' (linear@1) or 'monotone_cubic_hermite' (monotone_cubic_hermite@1, Fritsch-Carlson 1980). Defaults to linear.

Response

Successful tool execution result

assumptionsstring[] required
benchmark_yield_at_maturity_pctnumber nullable required
curveobject nullable required
detailstring
error'benchmark_points_too_few' | 'maturity_outside_curve_range' | 'tenors_not_strictly_increasing'
g_spread_bpnumber nullable required
notestring
regulatory_basisstring

Changes

No recorded changes to this operation across all 1 revision of this API.